//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Jacquier, Antoine"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Derivat
1
Derivative
1
Functional quantization
1
Option pricing theory
1
Optionspreistheorie
1
Riemann–Liouville process
1
Rough volatility
1
Series expansion
1
Vix options
1
Volatility
1
Volterra process
1
more ...
less ...
Online availability
All
Free
Undetermined
2
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jacquier, Antoine
Alexander, Carol
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Bunn, Derek W.
1
Callegaro, Giulia
1
Curran, Michael
1
Friz, Peter K.
1
Gassiat, Paul
1
Guerra, João
1
Guerreiro, Henrique
1
Hilliard, Jimmy E.
1
Imeraj, Arben
1
Kanniainen, Juho
1
Matsumoto, Takuji
1
Melick, William Robert
1
Mikkilä, Oskari
1
Ngo, Julie T. D.
1
O'Sullivan, Patrick
1
Pigato, Paolo
1
Rømer, Sigurd Emil
1
Thomas, Charles P.
1
Yamada, Yuji
1
Zalla, Ryan
1
more ...
less ...
Published in...
All
Applied economics
Quantitative finance
The European journal of finance
Barcelona GSE working paper series : working paper
1
Birkbeck working papers in economics and finance : BWPEF
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->